First, what Adam means by using a Selection Object is to put all the lights you want to control in a Selection Object (a collection of things you want to select/deselect all at once) and once all the lights you want to control are selected you can change the properties of all of them at the same time. (too blindingly obvious for me at the time 🙂
The xpresso ‘One Expression’ thing. The easy way to get objects (well, a reference to the object) is to drag it from the Object Manager into the XPresso. In this case I selected the 3 lights and dragged them into the XPression window I had attached to the null (it doesn’t have to be attached to the null – any object in the scene will do, it just makes sense to attach it to something related to the task).
To add a port on the left (input by default) or the right side (output by default) is to left-click on the blue or red square in the upper corner and choose the property you want to input or output.
XPresso is pretty deep but it doesn’t take much to do useful stuff.